It's a reference to conversations often had where some guy has been accused of being a misogynist, and one of their friends, another guy, makes that remark; "I duno, that dude's always been cool to me". (and yet, that dude is literal garbage)
It's a senseless remark reflecting the friend's willing ignorance of how a man often treat other men differently to how they treat women, and so is also a reflection of complicity by some men in other men's misogyny.

I didn't do a great job explaining that - it's a joke that leaves a lot unsaid, but hopefully I've cracked it open enough now to make it visible.

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